+0.9%
SLB vs GM
+231.7%
-230.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | +6.5% | +3.6% | +3.0% | +4.0% |
| 3M | -0.2% | -0.2% | 0.0% | -1.3% |
| 6M | -5.7% | +13.9% | -19.6% | -13.1% |
| YTD | +36.8% | +6.5% | +30.4% | +29.2% |
| 1Y | +45.8% | +20.7% | +25.1% | +29.5% |
| 3Y | +3.4% | +229.5% | -226.1% | -47.4% |
| 5Y | +76.1% | +41.5% | +34.6% | +31.4% |
| 10Y | -13.0% | +204.8% | -217.8% | -59.8% |
| All | +0.9% | +231.7% | -230.8% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling